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Record Nr. |
UNINA9910255033803321 |
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Autore |
Aydın Nadi Serhan |
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Titolo |
Financial Modelling with Forward-looking Information : An Intuitive Approach to Asset Pricing / / by Nadi Serhan Aydın |
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Pubbl/distr/stampa |
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Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 |
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ISBN |
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Edizione |
[1st ed. 2017.] |
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Descrizione fisica |
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1 online resource (XVII, 98 p. 25 illus., 24 illus. in color.) |
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Collana |
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Contributions to Management Science, , 1431-1941 |
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Disciplina |
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Soggetti |
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Financial engineering |
Operations research |
Decision making |
Business enterprises—Finance |
Economics, Mathematical |
Computer mathematics |
Financial Engineering |
Operations Research/Decision Theory |
Business Finance |
Quantitative Finance |
Computational Mathematics and Numerical Analysis |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Nota di bibliografia |
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Includes bibliographical references at the end of each chapters. |
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Nota di contenuto |
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Introduction -- The Signal-based Framework -- A Signal-based Heterogeneous Agent Network -- Putting Signal-based Model to Work -- Conclusion. . |
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Sommario/riassunto |
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This book focuses on modelling financial information flows and information-based asset pricing framework. After introducing the fundamental properties of the framework, it presents a short information-theoretic perspective with a view to quantifying the information content of financial signals, and links the present framework with the literature on asymmetric information and market microstructure by means of a dynamic, bipartite, heterogeneous agent network. Numerical and explicit analyses shed light on the effects of |
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